Access Statistics for Raoul Pietersz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Single Factor Markov-Functional and Multi Factor Market Models 0 0 0 158 0 0 12 449
A Comparison of Single Factor Markov-functional and Multi Factor Market Models 0 0 1 507 0 0 14 1,002
Efficient Rank Reduction of Correlation Matrices 0 0 0 104 0 0 7 395
Efficient Rank Reduction of Correlation Matrices 0 0 0 246 0 1 6 858
Fast drift approximated pricing in the BGM model 0 0 0 711 0 1 13 1,759
Generic Market Models 0 0 0 157 0 0 10 549
Generic Market Models 0 0 0 469 0 2 11 1,544
Rank Reduction of Correlation Matrices by Majorization 0 0 0 225 1 1 12 673
Rank reduction of correlation matrices by majorization 0 0 0 28 0 0 8 134
Risk Managing Bermudan Swaptions in the Libor BGM Model 0 0 0 867 1 4 12 2,115
Risk managing bermudan swaptions in the libor BGM model 0 0 0 37 0 0 11 163
Total Working Papers 0 0 1 3,509 2 9 116 9,641


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of single factor Markov-functional and multi factor market models 0 0 0 30 0 0 5 129
Generic market models 0 0 0 34 0 0 29 172
Rank reduction of correlation matrices by majorization 0 0 0 7 0 0 18 68
Total Journal Articles 0 0 0 71 0 0 52 369


Statistics updated 2026-09-10